CHSCO vs. CHSCM

In the year-to-date period, CHSCO achieves a 6.40% return, which is significantly lower than CHSCM's 7.78% return. Both investments have delivered pretty close results over the past 10 years, with CHSCO having a 6.49% annualized return and CHSCM not far behind at 6.43%.

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This table presents a comparison of risk-adjusted performance metrics for CHS Inc. (CHSCO) and CHS Inc. (CHSCM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current CHSCO Sharpe Ratio is 1.01, which is comparable to the CHSCM Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of CHSCO and CHSCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CHSCO's dividend yield for the trailing twelve months is around 7.50%, more than CHSCM's 6.80% yield.

The maximum CHSCO drawdown since its inception was -29.21%, smaller than the maximum CHSCM drawdown of -42.50%. Use the drawdown chart below to compare losses from any high point for CHSCO and CHSCM. For additional features, visit the drawdowns tool.

CHS Inc. (CHSCO) has a higher volatility of 2.93% compared to CHS Inc. (CHSCM) at 2.46%. This indicates that CHSCO's price experiences larger fluctuations and is considered to be riskier than CHSCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between CHS Inc. and CHS Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.